DZ Bank Call 12 ADV 16.12.2022/  DE000DV0EFM5  /

EUWAX
12/7/2021  1:05:58 PM Chg.+0.07 Bid1:49:14 PM Ask1:49:14 PM Underlying Strike price Expiration date Option type
2.11EUR +3.43% 2.11
Bid Size: 12,000
2.21
Ask Size: 12,000
ADVA OPT.NETW.SE O.... 12.00 EUR 12/16/2022 Call

Master data

WKN: DV0EFM
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 12/16/2022
Issue date: 1/12/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.54
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.80
Implied volatility: 0.86
Historic volatility: 0.36
Parity: 0.80
Time value: 1.51
Break-even: 14.31
Moneyness: 1.07
Premium: 0.12
Premium p.a.: 0.11
Spread abs.: 0.30
Spread %: 12.99%
Delta: 0.43
Theta: 0.00
Omega: 2.41
Rho: 0.03
 

Quote data

Open: 2.04
High: 2.19
Low: 2.04
Previous Close: 2.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.50%
1 Month     0.00%
3 Months
  -24.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.14 1.95
1M High / 1M Low: 2.28 1.95
6M High / 6M Low: 3.14 1.17
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.04
Avg. volume 1W:   0.00
Avg. price 1M:   2.08
Avg. volume 1M:   0.00
Avg. price 6M:   2.11
Avg. volume 6M:   3.97
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.26%
Volatility 6M:   130.54%
Volatility 1Y:   -
Volatility 3Y:   -